+77.7%
SPY vs GDXJ
+219.0%
-141.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +2.6% | -8.1% | +10.7% | +3.6% |
| 30D | -2.0% | -5.5% | +3.5% | -1.5% |
| 3M | -2.8% | -14.6% | +11.8% | -1.3% |
| 6M | +2.1% | -23.2% | +25.3% | +4.5% |
| YTD | +11.5% | -13.0% | +24.5% | +11.3% |
| 1Y | +13.5% | +2.8% | +10.7% | +10.8% |
| 3Y | +77.7% | +221.5% | -143.8% | +44.5% |
| All | +77.7% | +219.0% | -141.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GDXJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling